To the answer above, I would add that Thoreau--as any Transcendentalist--also believed heavily in the idea of self-reliance. In fact, the entire experiment at Walden pond was Thoreau's attempt to put into practice the ideas expressed by Ralph Waldo Emerson. Emerson was the thinker/philosophy; Thoreau was the "do-er."

Much of Walden is the lessons Thoreau learned from living in the woods for 18 months. In living a self-reliant life close to nature, Thoreau believed he was closer to God and therefore was a better person.

To me, the point of Thoreau's book Walden is to give us his philosophical views of how you should live your life. To me, his major points are:

You need to be one with nature. Thoreau is a Transcendentalist and they believe that people and nature are both part of each other. They believe that being out in nature is good for your soul, basically.

You need to not be materialistic. Thoreau talks about the idea that people do not own their possessions -- their possessions own them. He says that we spend all of our time trying to get more stuff instead of enjoying and living life.

You need to be yourself. Transcendentalists also want people to do their own thing, not to give in and do what society says they should do. That's why he says

If a man does not keep pace with his companions, perhaps it is because he hears a different drummer. Let him step to the music which he hears, however measured or far away.